Title of article :
Quadratic variations of spherical fractional Brownian motions
Author/Authors :
Istas، نويسنده , , Jacques، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Abstract :
We prove the convergence and the asymptotic normality of the quadratic variations of the spherical fractional Brownian motion.
Keywords :
Spherical fractional Brownian motion , Quadratic variations
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications